USING LAGRANGIAN RELAXATION TO OBTAIN SMALL PORTFOLIOS
| Year of publication: |
2009
|
|---|---|
| Authors: | Kopman, Leonid ; Liu, Shucheng Scott ; Shaw, Dong |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 35.2009, 2, p. 75-79
|